Oslo Stock Exchange All Share Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 19th, 2026
1 Day
19.57%
increased by 1.50%
1 Week
19.55%
increased by 1.48%
1 Month
19.49%
increased by 1.42%
Analysis last updated: Sunday, June 21, 2026 at 05:47 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0580 | 19.09 | |
| 0.0504 | 18.39 | |
| 0.8466 | 237.80 | |
| 0.1275 | 17.85 |
Estimation Period:
Jan 1, 1990 to May 15, 2026
Jan 1, 1990 to May 15, 2026
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